S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-May-2003
Day Change Summary
Previous Current
08-May-2003 09-May-2003 Change Change % Previous Week
Open 927.91 921.85 -6.06 -0.7% 930.57
High 929.34 933.77 4.43 0.5% 939.61
Low 919.72 921.85 2.13 0.2% 919.72
Close 920.27 933.41 13.14 1.4% 933.41
Range 9.62 11.92 2.30 23.9% 19.89
ATR 14.29 14.24 -0.06 -0.4% 0.00
Volume
Daily Pivots for day following 09-May-2003
Classic Woodie Camarilla DeMark
R4 965.44 961.34 939.97
R3 953.52 949.42 936.69
R2 941.60 941.60 935.60
R1 937.50 937.50 934.50 939.55
PP 929.68 929.68 929.68 930.70
S1 925.58 925.58 932.32 927.63
S2 917.76 917.76 931.22
S3 905.84 913.66 930.13
S4 893.92 901.74 926.85
Weekly Pivots for week ending 09-May-2003
Classic Woodie Camarilla DeMark
R4 990.58 981.89 944.35
R3 970.69 962.00 938.88
R2 950.80 950.80 937.06
R1 942.11 942.11 935.23 946.46
PP 930.91 930.91 930.91 933.09
S1 922.22 922.22 931.59 926.57
S2 911.02 911.02 929.76
S3 891.13 902.33 927.94
S4 871.24 882.44 922.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 939.61 919.72 19.89 2.1% 10.98 1.2% 69% False False
10 939.61 899.19 40.42 4.3% 13.24 1.4% 85% False False
20 939.61 865.92 73.69 7.9% 13.92 1.5% 92% False False
40 939.61 827.17 112.44 12.0% 15.30 1.6% 94% False False
60 939.61 788.90 150.71 16.1% 15.48 1.7% 96% False False
80 939.61 788.90 150.71 16.1% 15.71 1.7% 96% False False
100 939.61 788.90 150.71 16.1% 15.42 1.7% 96% False False
120 954.28 788.90 165.38 17.7% 15.46 1.7% 87% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.42
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 984.43
2.618 964.98
1.618 953.06
1.000 945.69
0.618 941.14
HIGH 933.77
0.618 929.22
0.500 927.81
0.382 926.40
LOW 921.85
0.618 914.48
1.000 909.93
1.618 902.56
2.618 890.64
4.250 871.19
Fisher Pivots for day following 09-May-2003
Pivot 1 day 3 day
R1 931.54 931.76
PP 929.68 930.12
S1 927.81 928.47

These figures are updated between 7pm and 10pm EST after a trading day.

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